Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,549.50 |
1,557.25 |
7.75 |
0.5% |
1,545.50 |
High |
1,558.50 |
1,558.00 |
-0.50 |
0.0% |
1,558.50 |
Low |
1,544.25 |
1,546.25 |
2.00 |
0.1% |
1,533.50 |
Close |
1,556.50 |
1,549.75 |
-6.75 |
-0.4% |
1,556.50 |
Range |
14.25 |
11.75 |
-2.50 |
-17.5% |
25.00 |
ATR |
13.95 |
13.80 |
-0.16 |
-1.1% |
0.00 |
Volume |
981 |
2,568 |
1,587 |
161.8% |
4,730 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.50 |
1,580.00 |
1,556.25 |
|
R3 |
1,574.75 |
1,568.25 |
1,553.00 |
|
R2 |
1,563.00 |
1,563.00 |
1,552.00 |
|
R1 |
1,556.50 |
1,556.50 |
1,550.75 |
1,554.00 |
PP |
1,551.25 |
1,551.25 |
1,551.25 |
1,550.00 |
S1 |
1,544.75 |
1,544.75 |
1,548.75 |
1,542.00 |
S2 |
1,539.50 |
1,539.50 |
1,547.50 |
|
S3 |
1,527.75 |
1,533.00 |
1,546.50 |
|
S4 |
1,516.00 |
1,521.25 |
1,543.25 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.50 |
1,615.50 |
1,570.25 |
|
R3 |
1,599.50 |
1,590.50 |
1,563.50 |
|
R2 |
1,574.50 |
1,574.50 |
1,561.00 |
|
R1 |
1,565.50 |
1,565.50 |
1,558.75 |
1,570.00 |
PP |
1,549.50 |
1,549.50 |
1,549.50 |
1,551.75 |
S1 |
1,540.50 |
1,540.50 |
1,554.25 |
1,545.00 |
S2 |
1,524.50 |
1,524.50 |
1,552.00 |
|
S3 |
1,499.50 |
1,515.50 |
1,549.50 |
|
S4 |
1,474.50 |
1,490.50 |
1,542.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,558.50 |
1,533.50 |
25.00 |
1.6% |
14.50 |
0.9% |
65% |
False |
False |
1,459 |
10 |
1,558.50 |
1,523.50 |
35.00 |
2.3% |
16.25 |
1.1% |
75% |
False |
False |
1,378 |
20 |
1,558.50 |
1,496.00 |
62.50 |
4.0% |
13.00 |
0.8% |
86% |
False |
False |
1,327 |
40 |
1,558.50 |
1,470.25 |
88.25 |
5.7% |
13.00 |
0.8% |
90% |
False |
False |
749 |
60 |
1,558.50 |
1,433.25 |
125.25 |
8.1% |
10.75 |
0.7% |
93% |
False |
False |
562 |
80 |
1,558.50 |
1,370.50 |
188.00 |
12.1% |
10.75 |
0.7% |
95% |
False |
False |
433 |
100 |
1,558.50 |
1,330.50 |
228.00 |
14.7% |
9.50 |
0.6% |
96% |
False |
False |
348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,608.00 |
2.618 |
1,588.75 |
1.618 |
1,577.00 |
1.000 |
1,569.75 |
0.618 |
1,565.25 |
HIGH |
1,558.00 |
0.618 |
1,553.50 |
0.500 |
1,552.00 |
0.382 |
1,550.75 |
LOW |
1,546.25 |
0.618 |
1,539.00 |
1.000 |
1,534.50 |
1.618 |
1,527.25 |
2.618 |
1,515.50 |
4.250 |
1,496.25 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,552.00 |
1,549.50 |
PP |
1,551.25 |
1,549.50 |
S1 |
1,550.50 |
1,549.25 |
|